[图书][B] Uncertainty quantification in variational inequalities: theory, numerics, and applications
Uncertainty Quantification (UQ) is an emerging and extremely active research discipline
which aims to quantitatively treat any uncertainty in applied models. The primary objective of …
which aims to quantitatively treat any uncertainty in applied models. The primary objective of …
Stochastic variational inequality problems: Applications, analysis, and algorithms
UV Shanbhag - Theory driven by influential applications, 2013 - pubsonline.informs.org
Deterministic finite-dimensional variational inequality problems represent a tool for capturing
a broad range of optimization and equilibrium problems in application settings ranging from …
a broad range of optimization and equilibrium problems in application settings ranging from …
Random variational inequalities and the random traffic equilibrium problem
In the paper we study, in a Hilbert space setting, a general random traffic equilibrium
problem and characterize the random Wardrop equilibrium distribution by means of a …
problem and characterize the random Wardrop equilibrium distribution by means of a …
On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
U Ravat, UV Shanbhag - Mathematical Programming, 2017 - Springer
Variational inequality problems allow for capturing an expansive class of problems,
including convex optimization problems, convex Nash games and economic equilibrium …
including convex optimization problems, convex Nash games and economic equilibrium …
Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly
In this note, we investigate stochastic Nash equilibrium problems by means of monotone
variational inequalities in probabilistic Lebesgue spaces. We apply our approach to a class …
variational inequalities in probabilistic Lebesgue spaces. We apply our approach to a class …
[HTML][HTML] A random elastic traffic equilibrium problem via stochastic quasi-variational inequalities
A Barbagallo, SGL Bianco - Communications in Nonlinear Science and …, 2024 - Elsevier
The aim of the paper is to introduce a random elastic traffic equilibrium problem in a Hilbert
space setting. The equilibrium condition is expressed by a random extension of the elastic …
space setting. The equilibrium condition is expressed by a random extension of the elastic …
Regularized sample average approximation approach for two-stage stochastic variational inequalities
J Jiang, S Li - Journal of Optimization Theory and Applications, 2021 - Springer
Sample average approximation (SAA) approach for two-stage stochastic variational
inequalities (SVIs) with continuous probability distributions, where the second-stage …
inequalities (SVIs) with continuous probability distributions, where the second-stage …
Regularization of stochastic variational inequalities and a comparison of an Lp and a sample-path approach
This paper aims to study stochastic variational inequalities with special emphasis to
incorporate uncertainty in transportation models. The main contribution of this paper is two …
incorporate uncertainty in transportation models. The main contribution of this paper is two …
A migration equilibrium model with uncertain data and movement costs
In this paper, we consider a variational inequality model of migration in which populations
move according to the utility functions corresponding to various locations and movement …
move according to the utility functions corresponding to various locations and movement …
A stochastic Nash equilibrium problem for medical supply competition
G Fargetta, A Maugeri, L Scrimali - Journal of Optimization Theory and …, 2022 - Springer
In this paper, we study the competition of healthcare institutions for medical supplies in
emergencies caused by natural disasters. In particular, we develop a two-stage procurement …
emergencies caused by natural disasters. In particular, we develop a two-stage procurement …